UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act File Number: 811-09013
Eaton Vance Senior Income Trust
(Exact Name of Registrant as Specified in Charter)
Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)
Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)
(617) 482-8260
(Registrants Telephone Number)
June 30
Date of Fiscal Year End
June 30, 2018
Date of Reporting Period
Item 1. Reports to Stockholders
Eaton Vance
Senior Income Trust (EVF)
Annual Report
June 30, 2018
Commodity Futures Trading Commission Registration. Effective December 31, 2012, the Commodity Futures Trading Commission (CFTC) adopted certain regulatory changes that subject registered investment companies and advisers to regulation by the CFTC if a fund invests more than a prescribed level of its assets in certain CFTC-regulated instruments (including futures, certain options and swap agreements) or markets itself as providing investment exposure to such instruments. The Fund has claimed an exclusion from the definition of the term commodity pool operator under the Commodity Exchange Act. Accordingly, neither the Fund nor the adviser with respect to the operation of the Fund is subject to CFTC regulation. Because of its management of other strategies, the Funds adviser is registered with the CFTC as a commodity pool operator and a commodity trading advisor.
Fund shares are not insured by the FDIC and are not deposits or other obligations of, or guaranteed by, any depository institution. Shares are subject to investment risks, including possible loss of principal invested.
Annual Report June 30, 2018
Eaton Vance
Senior Income Trust
Table of Contents
Managements Discussion of Fund Performance |
2 | |||
Performance |
3 | |||
Fund Profile |
4 | |||
Endnotes and Additional Disclosures |
5 | |||
Financial Statements |
6 | |||
Report of Independent Registered Public Accounting Firm |
47 | |||
Federal Tax Information |
48 | |||
Dividend Reinvestment Plan |
49 | |||
Board of Trustees Contract Approval |
51 | |||
Management and Organization |
54 | |||
Important Notices |
57 |
Eaton Vance
Senior Income Trust
June 30, 2018
Managements Discussion of Fund Performance1
Economic and Market Conditions
The U.S. floating-rate loan market experienced a positive return and limited price volatility for the 12-month period ended June 30, 2018, with the S&P/LSTA Leveraged Loan Index (the Index),2 a broad barometer of the U.S. loan market, returning 4.37%. For the period as a whole, performance was composed almost entirely of coupon generation, with loan prices mostly moving sideways.
The U.S. Federal Reserve Board increased interest rates three times during the period in December 2017 and in March and June 2018. Unlike fixed-income securities, the impact of interest rate changes on the value of floating-rate loans is typically reduced by periodic interest rate resets. As a result, the loan market was helped by increasing investor demand for floating-rate loans during this rising interest rate environment.
Technical conditions were positive for most of the period, with demand generally outpacing supply. The collateralized loan obligation market was a consistently strong driver of demand, and retail mutual funds saw positive inflows for eight of the periods 12 months. For the period as a whole, loan prices were relatively stable, beginning the period at an average price of $98.02 and ending it at an average price of $98.05. Approximately 87% of performing loans ended the period bid at 98% of their par value or higher.
With the U.S. economys recovery accelerating modestly during the period, health in corporate fundamentals continued to reflect relatively benign conditions. While the high-profile default of iHeart Media, an Index component, pushed up the default rate to 2.12% on a last-twelve-month basis in June 2018, the default rate settled down to close the period at 1.99%, well below its long-term average.
Fund Performance
For the 12-month period ended June 30, 2018, Eaton Vance Senior Income Trust (the Fund) shares at net asset value (NAV) had a total return of 6.12%, outperforming the 4.37% return of the Index.
Under normal market conditions, the Fund invests at least 80% of its total assets in senior loans of domestic and foreign borrowers that are denominated in U.S. dollars, euros, British pounds, Swiss francs, Canadian dollars and Australian dollars. In keeping with its objective to provide a high level of current income, consistent with the preservation of capital,
the Fund has historically tended to overweight higher-rated loans relative to the Index. This strategy may help the Fund experience limited credit losses over time, but may detract from relative results versus the Index in times when lower-rated loans perform well.
For the 12-month period, BBB-rated8 loans in the Index returned 3.06%, BB-rated loans in the Index returned 3.75%, B-rated loans in the Index returned 4.48%, CCC-rated loans in the Index returned 9.62%, and D-rated (defaulted) loans in the Index returned 4.19%. Given this performance mix, the Funds positioning and resulting underweight, relative to the Index, to defaulted loans helped Fund performance versus the Index. However, the Funds underweight to rallying CCC-rated loans detracted from results versus the Index.
Loan selection across the Funds portfolio aided performance versus the Index, as loans held by the Fund collectively outperformed those in the Index. Loan selection was particularly evident within the financials and energy sectors, as these represented the main contributors to relative Fund performance versus the Index during the period. At the same time, loan selection within the technology and health care sectors detracted from results relative to the Index.
Additionally, the Funds holdings in high-yield bonds detracted from performance versus the Index, as high-yield bonds underperformed the loan market during the period and high-yield bonds are not included in the Index. However, the Funds employment of investment leverage6 contributed to performance versus the Index (which does not employ leverage). The use of leverage has the effect of achieving additional exposure to the loan market, and thus magnifying exposure to the Funds underlying investments in both up and down market environments. The use of leverage amplified the positive total return of the Funds underlying portfolio during the period.
See Endnotes and Additional Disclosures in this report.
Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) or market price (as applicable) with all distributions reinvested and include management fees and other expenses. Fund performance at market price will differ from its results at NAV due to factors such as changing perceptions about the Fund, market conditions, fluctuations in supply and demand for Fund shares, or changes in Fund distributions. Investment return and principal value will fluctuate so that shares, when sold, may be worth more or less than their original cost. Performance less than or equal to one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.
2 |
Eaton Vance
Senior Income Trust
June 30, 2018
Performance2,3
Portfolio Managers Scott H. Page, CFA and John Redding
% Average Annual Total Returns | Inception Date | One Year | Five Years | Ten Years | ||||||||||||
Fund at NAV |
10/30/1998 | 6.12 | % | 5.85 | % | 6.37 | % | |||||||||
Fund at Market Price |
| 1.39 | 2.91 | 6.41 | ||||||||||||
S&P/LSTA Leveraged Loan Index |
| 4.37 | % | 4.00 | % | 5.19 | % | |||||||||
% Premium/Discount to NAV4 | ||||||||||||||||
11.14 | % | |||||||||||||||
Distributions5 | ||||||||||||||||
Total Distributions per share for the period |
$ | 0.365 | ||||||||||||||
Distribution Rate at NAV |
5.18 | % | ||||||||||||||
Distribution Rate at Market Price |
5.83 | % | ||||||||||||||
% Total Leverage6 | ||||||||||||||||
Auction Preferred Shares (APS) |
14.44 | % | ||||||||||||||
Borrowings |
21.80 |
See Endnotes and Additional Disclosures in this report.
Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) or market price (as applicable) with all distributions reinvested and include management fees and other expenses. Fund performance at market price will differ from its results at NAV due to factors such as changing perceptions about the Fund, market conditions, fluctuations in supply and demand for Fund shares, or changes in Fund distributions. Investment return and principal value will fluctuate so that shares, when sold, may be worth more or less than their original cost. Performance less than or equal to one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.
3 |
Eaton Vance
Senior Income Trust
June 30, 2018
Fund Profile
Top 10 Issuers (% of total investments)7
Reynolds Group Holdings, Inc. |
1.2 | % | ||
Valeant Pharmaceuticals International, Inc. |
1.1 | |||
TransDigm, Inc. |
1.0 | |||
Asurion, LLC |
1.0 | |||
Univision Communications, Inc. |
1.0 | |||
Albertsons, LLC |
0.9 | |||
Aretec Group, Inc. |
0.9 | |||
Virgin Media Investment Holdings Limited |
0.8 | |||
Infor (US), Inc. |
0.8 | |||
TDC A/S |
0.8 | |||
Total |
9.5 | % |
Top 10 Sectors (% of total investments)7
Electronics/Electrical |
10.8 | % | ||
Health Care |
10.0 | |||
Business Equipment and Services |
9.2 | |||
Chemicals and Plastics |
4.3 | |||
Telecommunications |
4.3 | |||
Drugs |
4.1 | |||
Cable and Satellite Television |
3.9 | |||
Lodging and Casinos |
3.8 | |||
Industrial Equipment |
3.7 | |||
Financial Intermediaries |
3.6 | |||
Total |
57.7 | % |
Credit Quality (% of bonds, loans and asset-backed securities)8
See Endnotes and Additional Disclosures in this report.
4 |
Eaton Vance
Senior Income Trust
June 30, 2018
Endnotes and Additional Disclosures
1 | The views expressed in this report are those of the portfolio manager(s) and are current only through the date stated at the top of this page. These views are subject to change at any time based upon market or other conditions, and Eaton Vance and the Fund(s) disclaim any responsibility to update such views. These views may not be relied upon as investment advice and, because investment decisions are based on many factors, may not be relied upon as an indication of trading intent on behalf of any Eaton Vance fund. This commentary may contain statements that are not historical facts, referred to as forward looking statements. The Funds actual future results may differ significantly from those stated in any forward looking statement, depending on factors such as changes in securities or financial markets or general economic conditions, the volume of sales and purchases of Fund shares, the continuation of investment advisory, administrative and service contracts, and other risks discussed from time to time in the Funds filings with the Securities and Exchange Commission. |
2 | S&P/LSTA Leveraged Loan Index is an unmanaged index of the institutional leveraged loan market. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. |
3 | Performance results reflect the effects of leverage. Performance since inception for an index, if presented, is the performance since the Funds or oldest share class inception, as applicable. Included in the average annual total return at NAV for the five and ten year periods is the impact of the tender and repurchase of a portion of the Funds APS at 95% of the Funds APS per share liquidation preference. Had this transaction not occurred, the total return at NAV for the five and ten years would be lower for the Fund. |
4 | The shares of the Fund often trade at a discount or premium from their net asset value. The discount or premium of the Fund may vary over time and may be higher or lower than what is quoted in this report. For up-to-date premium/discount information, please refer to http://eatonvance.com/closedend. |
5 | The Distribution Rate is based on the Funds last regular distribution per share in the period (annualized) divided by the Funds NAV or market price at the end of the period. The Funds distributions may be comprised of amounts characterized for federal income tax purposes as qualified and non-qualified ordinary dividends, capital gains and nondividend distributions, also known as return of capital. For additional information about nondividend distributions, please refer to Eaton Vance Closed-End Fund Distribution Notices (19a) posted on our website, eatonvance.com. The Fund will determine the federal income tax character of distributions paid to a shareholder after the end of the calendar year. This is reported on the IRS form 1099-DIV and provided to the shareholder shortly after each year-end. For information about the tax character of distributions made in prior calendar years, please refer to Performance-Tax Character of Distributions on the Funds webpage available at eatonvance.com. The Funds distributions are determined by the investment adviser based on its current assessment of the Funds long-term return potential. Fund distributions may be affected by numerous factors including changes in Fund performance, the cost of financing for leverage, portfolio holdings, realized and projected returns, and other factors. As portfolio and market conditions change, the rate of distributions paid by the Fund could change. |
6 | Leverage represents the liquidation value of the Funds APS and borrowings outstanding as a percentage of Fund net assets applicable to common shares plus APS and borrowings outstanding. Use of leverage creates an opportunity for income, but creates risks including greater price volatility. The cost of leverage rises and falls with changes in short-term interest rates. The Fund may be required to maintain prescribed asset coverage for its leverage and may be required to reduce its leverage at an inopportune time. |
7 | Excludes cash and cash equivalents. |
8 | Credit ratings are categorized using S&P Global Ratings (S&P). Ratings, which are subject to change, apply to the creditworthiness of the issuers of the underlying securities and not to the Fund or its shares. Credit ratings measure the quality of a bond based on the issuers creditworthiness, with ratings ranging from AAA, being the highest, to D, being the lowest based on S&Ps measures. Ratings of BBB or higher by S&P are considered to be investment-grade quality. Credit ratings are based largely on the ratings agencys analysis at the time of rating. The rating assigned to any particular security is not necessarily a reflection of the issuers current financial condition and does not necessarily reflect its assessment of the volatility of a securitys market value or of the liquidity of an investment in the security. Holdings designated as Not Rated (if any) are not rated by S&P. |
Fund profile subject to change due to active management. |
5 |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments
Senior Floating-Rate Loans 145.1%(1) |
| |||||||||||
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Aerospace and Defense 2.0% | ||||||||||||
Accudyne Industries, LLC | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing August 18, 2024 |
333 | $ | 333,367 | |||||||||
IAP Worldwide Services, Inc. | ||||||||||||
Revolving Loan, 1.46%, (3 mo. USD LIBOR + 5.50%), Maturing July 18, 2018(2) |
161 | 160,903 | ||||||||||
Term Loan - Second Lien, 8.83%, (3 mo. USD LIBOR + 6.50%), Maturing July 18, 2019(3) |
214 | 173,454 | ||||||||||
TransDigm, Inc. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing June 9, 2023 |
2,933 | 2,924,819 | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing August 22, 2024 |
1,222 | 1,216,864 | ||||||||||
Wesco Aircraft Hardware Corp. | ||||||||||||
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.00%), Maturing October 4, 2021 |
433 | 428,019 | ||||||||||
WP CPP Holdings, LLC | ||||||||||||
Term Loan, 6.28%, (6 mo. USD LIBOR + 3.75%), Maturing April 30, 2025 |
175 | 175,897 | ||||||||||
$ | 5,413,323 | |||||||||||
Automotive 3.4% | ||||||||||||
American Axle and Manufacturing, Inc. | ||||||||||||
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.25%), Maturing April 6, 2024 |
1,453 | $ | 1,449,606 | |||||||||
Apro, LLC | ||||||||||||
Term Loan, 6.14%, (2 mo. USD LIBOR + 4.00%), Maturing August 8, 2024 |
122 | 122,608 | ||||||||||
Belron Finance US, LLC | ||||||||||||
Term Loan, 4.86%, (3 mo. USD LIBOR + 2.50%), Maturing November 7, 2024 |
249 | 249,760 | ||||||||||
Chassix, Inc. | ||||||||||||
Term Loan, 7.94%, (USD LIBOR + 5.50%), |
647 | 649,984 | ||||||||||
CS Intermediate Holdco 2, LLC | ||||||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing November 2, 2023 |
330 | 330,924 | ||||||||||
Dayco Products, LLC | ||||||||||||
Term Loan, 6.56%, (3 mo. USD LIBOR + 4.25%), Maturing May 19, 2023 |
495 | 496,856 | ||||||||||
FCA US, LLC | ||||||||||||
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.00%), Maturing December 31, 2018 |
604 | 605,936 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Automotive (continued) | ||||||||||||
Federal-Mogul Holdings Corporation | ||||||||||||
Term Loan, 5.82%, (1 mo. USD LIBOR + 3.75%), Maturing April 15, 2021 |
1,493 | $ | 1,498,009 | |||||||||
Horizon Global Corporation | ||||||||||||
Term Loan, 6.59%, (1 mo. USD LIBOR + 4.50%), Maturing June 30, 2021 |
176 | 163,424 | ||||||||||
L&W, Inc. | ||||||||||||
Term Loan, 6.08%, (1 mo. USD LIBOR + 4.00%), Maturing May 22, 2025 |
375 | 376,875 | ||||||||||
Sage Automotive Interiors, Inc. | ||||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), Maturing October 27, 2022 |
345 | 347,336 | ||||||||||
Tenneco, Inc. | ||||||||||||
Term Loan, Maturing June 14, 2025(5) |
1,700 | 1,687,463 | ||||||||||
TI Group Automotive Systems, LLC | ||||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 2.75%, Floor 0.75%), Maturing June 30, 2022 |
EUR | 365 | 426,060 | |||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing June 30, 2022 |
459 | 459,618 | ||||||||||
Tower Automotive Holdings USA, LLC | ||||||||||||
Term Loan, 4.81%, (1 mo. USD LIBOR + 2.75%), Maturing March 7, 2024 |
315 | 314,153 | ||||||||||
$ | 9,178,612 | |||||||||||
Beverage and Tobacco 0.7% | ||||||||||||
Arterra Wines Canada, Inc. | ||||||||||||
Term Loan, 5.07%, (3 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
1,209 | $ | 1,204,274 | |||||||||
Flavors Holdings, Inc. | ||||||||||||
Term Loan, 8.08%, (3 mo. USD LIBOR + 5.75%), Maturing April 3, 2020 |
297 | 275,762 | ||||||||||
Term Loan - Second Lien, 12.33%, (3 mo. USD LIBOR + 10.00%), Maturing October 3, 2021 |
500 | 387,500 | ||||||||||
$ | 1,867,536 | |||||||||||
Brokerage / Securities Dealers / Investment Houses 0.9% | ||||||||||||
Aretec Group, Inc. | ||||||||||||
Term Loan, 6.34%, (1 mo. USD LIBOR + 4.25%), Maturing November 23, 2020 |
640 | $ | 643,670 | |||||||||
Term Loan - Second Lien, 9.59%, (1 mo. USD LIBOR + 7.50% (2.00% Cash, 7.59% PIK)), |
898 | 900,472 | ||||||||||
OZ Management L.P. | ||||||||||||
Term Loan, 7.13%, (3 mo. USD LIBOR + 4.75%), Maturing April 11, 2023 |
260 | 261,300 |
6 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Brokerage / Securities Dealers / Investment Houses (continued) | ||||||||||||
Resolute Investment Managers, Inc. | ||||||||||||
Term Loan - Second Lien, 9.86%, (3 mo. USD LIBOR + 7.50%), Maturing April 30, 2023 |
250 | $ | 254,375 | |||||||||
Salient Partners L.P. | ||||||||||||
Term Loan, 10.59%, (1 mo. USD LIBOR + 8.50%), Maturing May 19, 2021 |
335 | 329,483 | ||||||||||
$ | 2,389,300 | |||||||||||
Building and Development 3.5% | ||||||||||||
American Builders & Contractors Supply Co., Inc. | ||||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing October 31, 2023 |
1,383 | $ | 1,373,702 | |||||||||
Beacon Roofing Supply, Inc. | ||||||||||||
Term Loan, 4.28%, (1 mo. USD LIBOR + 2.25%), Maturing January 2, 2025 |
274 | 273,327 | ||||||||||
Core & Main L.P. | ||||||||||||
Term Loan, 5.25%, (USD LIBOR + 3.00%), |
373 | 374,680 | ||||||||||
CPG International, Inc. | ||||||||||||
Term Loan, 6.25%, (6 mo. USD LIBOR + 3.75%), Maturing May 3, 2024 |
925 | 926,279 | ||||||||||
DTZ U.S. Borrower, LLC | ||||||||||||
Term Loan, 5.57%, (3 mo. USD LIBOR + 3.25%), Maturing November 4, 2021 |
2,072 | 2,071,731 | ||||||||||
GGP, Inc. | ||||||||||||
Term Loan, Maturing May 4, 2025(5) |
450 | 443,419 | ||||||||||
Henry Company, LLC | ||||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing October 5, 2023 |
197 | 198,238 | ||||||||||
Quikrete Holdings, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing November 15, 2023 |
1,202 | 1,198,584 | ||||||||||
RE/MAX International, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing December 15, 2023 |
905 | 909,153 | ||||||||||
Summit Materials Companies I, LLC | ||||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing November 21, 2024 |
299 | 298,276 | ||||||||||
Werner FinCo L.P. | ||||||||||||
Term Loan, 5.98%, (1 mo. USD LIBOR + 4.00%), Maturing July 24, 2024 |
548 | 548,993 | ||||||||||
WireCo WorldGroup, Inc. | ||||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), Maturing September 30, 2023 |
270 | 272,350 | ||||||||||
Term Loan - Second Lien, 11.09%, (1 mo. USD LIBOR + 9.00%), Maturing September 30, 2024 |
650 | 656,500 | ||||||||||
$ | 9,545,232 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services 13.9% | ||||||||||
Acosta Holdco, Inc. | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing September 26, 2021 |
1,470 | $ | 1,129,555 | |||||||
Adtalem Global Education, Inc. | ||||||||||
Term Loan, 5.08%, (1 mo. USD LIBOR + 3.00%), Maturing April 1, 2025 |
175 | 175,583 | ||||||||
AlixPartners, LLP | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing April 4, 2024 |
1,063 | 1,063,723 | ||||||||
Altran Technologies S.A. | ||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing March 20, 2025 |
EUR | 679 | 788,761 | |||||||
ASGN Incorporated | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing April 2, 2025 |
215 | 215,258 | ||||||||
BMC Software Finance, Inc. | ||||||||||
Term Loan, Maturing June 26, 2025(5) |
1,375 | 1,367,490 | ||||||||
Term Loan, Maturing June 27, 2025(5) |
EUR | 125 | 145,245 | |||||||
Brand Energy & Infrastructure Services, Inc. | ||||||||||
Term Loan, 6.61%, (3 mo. USD LIBOR + 4.25%), Maturing June 21, 2024 |
248 | 248,245 | ||||||||
Brickman Group Ltd., LLC | ||||||||||
Term Loan, 5.46%, (1 mo. USD LIBOR + 3.00%), Maturing December 18, 2020 |
375 | 376,068 | ||||||||
Camelot UK Holdco Limited | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing October 3, 2023 |
938 | 937,447 | ||||||||
Cast and Crew Payroll, LLC | ||||||||||
Term Loan, 4.85%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
198 | 196,150 | ||||||||
Ceridian HCM Holding, Inc. | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing April 5, 2025 |
700 | 700,292 | ||||||||
Change Healthcare Holdings, LLC | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2024 |
3,111 | 3,104,208 | ||||||||
Corporate Capital Trust, Inc. | ||||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing May 20, 2019 |
455 | 455,950 | ||||||||
CPM Holdings, Inc. | ||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing April 11, 2022 |
121 | 122,425 | ||||||||
Crossmark Holdings, Inc. | ||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 20, 2019 |
696 | 388,146 |
7 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services (continued) | ||||||||||
Cypress Intermediate Holdings III, Inc. | ||||||||||
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.00%), Maturing April 27, 2024 |
619 | $ | 618,750 | |||||||
EAB Global, Inc. | ||||||||||
Term Loan, 6.25%, (USD LIBOR + 3.75%), |
623 | 617,203 | ||||||||
Education Management, LLC | ||||||||||
Term Loan, 0.00%, Maturing July 2, 2020(3)(6) |
114 | 21,437 | ||||||||
Term Loan, 0.00%, Maturing July 2, 2020(3)(6) |
256 | 0 | ||||||||
EIG Investors Corp. | ||||||||||
Term Loan, 6.07%, (3 mo. USD LIBOR + 3.75%), Maturing February 9, 2023 |
1,558 | 1,558,897 | ||||||||
Element Materials Technology Group US Holdings, Inc. | ||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing June 28, 2024 |
174 | 174,669 | ||||||||
Extreme Reach, Inc. | ||||||||||
Term Loan, 8.35%, (1 mo. USD LIBOR + 6.25%), Maturing February 7, 2020 |
977 | 975,791 | ||||||||
First Data Corporation | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing July 8, 2022 |
1,165 | 1,159,963 | ||||||||
Garda World Security Corporation | ||||||||||
Term Loan, 5.80%, (3 mo. USD LIBOR + 3.50%), Maturing May 24, 2024 |
933 | 938,518 | ||||||||
Term Loan, 6.01%, (3 mo. USD LIBOR + 4.25%), Maturing May 24, 2024 |
CAD | 421 | 322,448 | |||||||
Global Payments, Inc. | ||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), Maturing April 21, 2023 |
166 | 165,847 | ||||||||
IG Investment Holdings, LLC | ||||||||||
Term Loan, 5.69%, (USD LIBOR + 3.50%), |
1,131 | 1,131,753 | ||||||||
Information Resources, Inc. | ||||||||||
Term Loan, 6.57%, (3 mo. USD LIBOR + 4.25%), Maturing January 18, 2024 |
395 | 395,617 | ||||||||
ION Trading Technologies S.a.r.l. | ||||||||||
Term Loan, 3.75%, (2 mo. EURIBOR + 2.75%, Floor 1.00%), Maturing November 21, 2024 |
EUR | 995 | 1,151,309 | |||||||
Iron Mountain, Inc. | ||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), Maturing January 2, 2026 |
424 | 415,459 | ||||||||
J.D. Power and Associates | ||||||||||
Term Loan, 6.34%, (1 mo. USD LIBOR + 4.25%), Maturing September 7, 2023 |
1,082 | 1,085,921 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Business Equipment and Services (continued) | ||||||||||
KAR Auction Services, Inc. | ||||||||||
Term Loan, 4.38%, (1 mo. USD LIBOR + 2.25%), Maturing March 11, 2021 |
879 | $ | 882,897 | |||||||
Kronos Incorporated | ||||||||||
Term Loan, 5.36%, (3 mo. USD LIBOR + 3.00%), Maturing November 1, 2023 |
2,814 | 2,814,179 | ||||||||
LegalZoom.com, Inc. | ||||||||||
Term Loan, 6.59%, (1 mo. USD LIBOR + 4.50%), Maturing November 21, 2024 |
348 | 352,149 | ||||||||
Term Loan - Second Lien, 10.59%, (1 mo. USD LIBOR + 8.50%), Maturing November 21, 2025 |
250 | 252,500 | ||||||||
Monitronics International, Inc. | ||||||||||
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
1,090 | 1,043,835 | ||||||||
PGX Holdings, Inc. | ||||||||||
Term Loan, 7.35%, (1 mo. USD LIBOR + 5.25%), Maturing September 29, 2020 |
591 | 578,460 | ||||||||
Ping Identity Corporation | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing January 22, 2025 |
175 | 175,000 | ||||||||
Pre-Paid Legal Services, Inc. | ||||||||||
Term Loan, 5.23%, (1 mo. USD LIBOR + 3.25%), Maturing May 1, 2025 |
225 | 226,617 | ||||||||
Prime Security Services Borrower, LLC | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing May 2, 2022 |
1,306 | 1,301,696 | ||||||||
Red Ventures, LLC | ||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing November 8, 2024 |
571 | 574,407 | ||||||||
SMG Holdings, Inc. | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing January 23, 2025 |
125 | 124,921 | ||||||||
Solera, LLC | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
373 | 372,569 | ||||||||
Spin Holdco, Inc. | ||||||||||
Term Loan, 5.34%, (2 mo. USD LIBOR + 3.25%), Maturing November 14, 2022 |
1,538 | 1,533,764 | ||||||||
Techem GmbH | ||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing October 2, 2024 |
EUR | 625 | 729,590 | |||||||
Tempo Acquisition, LLC | ||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing May 1, 2024 |
918 | 916,228 | ||||||||
Trans Union, LLC | ||||||||||
Term Loan, Maturing June 8, 2025(5) |
200 | 199,583 |
8 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Business Equipment and Services (continued) | ||||||||||||
Travelport Finance (Luxembourg) S.a.r.l. | ||||||||||||
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing March 17, 2025 |
950 | $ | 947,921 | |||||||||
Vantiv, LLC | ||||||||||||
Term Loan, Maturing October 14, 2023(5) |
175 | 174,863 | ||||||||||
Term Loan, 3.79%, (1 mo. USD LIBOR + 1.75%), Maturing August 9, 2024 |
849 | 847,638 | ||||||||||
Vestcom Parent Holdings, Inc. | ||||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing December 19, 2023 |
246 | 245,634 | ||||||||||
WASH Multifamily Laundry Systems, LLC | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
124 | 124,126 | ||||||||||
West Corporation | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing October 10, 2024 |
150 | 149,719 | ||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing October 10, 2024 |
522 | 521,302 | ||||||||||
ZPG PLC | ||||||||||||
Term Loan, |
GBP | 350 | 460,816 | |||||||||
$ | 37,698,542 | |||||||||||
Cable and Satellite Television 6.1% | ||||||||||||
Charter Communications Operating, LLC | ||||||||||||
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.00%), Maturing April 30, 2025 |
1,692 | $ | 1,691,884 | |||||||||
CSC Holdings, LLC | ||||||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing July 17, 2025 |
1,728 | 1,717,782 | ||||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 2.50%), Maturing January 25, 2026 |
600 | 599,025 | ||||||||||
Numericable Group S.A. | ||||||||||||
Term Loan, 3.00%, (2 mo. EURIBOR + 3.00%), Maturing July 31, 2025 |
EUR | 223 | 254,952 | |||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing July 31, 2025 |
891 | 876,893 | ||||||||||
Radiate Holdco, LLC | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing February 1, 2024 |
918 | 903,649 | ||||||||||
Telenet Financing USD, LLC | ||||||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing August 17, 2026 |
1,075 | 1,068,785 | ||||||||||
Unitymedia Finance, LLC | ||||||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), Maturing January 15, 2026 |
450 | 448,313 | ||||||||||
Unitymedia Hessen GmbH & Co. KG | ||||||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing January 15, 2027 |
EUR | 500 | 580,616 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Cable and Satellite Television (continued) | ||||||||||||
UPC Financing Partnership | ||||||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
1,200 | $ | 1,188,450 | |||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 15, 2026 |
EUR | 1,000 | 1,159,528 | |||||||||
Virgin Media Bristol, LLC | ||||||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 2.50%), Maturing January 15, 2026 |
3,250 | 3,230,702 | ||||||||||
Ziggo Secured Finance B.V. | ||||||||||||
Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), Maturing April 15, 2025 |
EUR | 1,075 | 1,236,240 | |||||||||
Ziggo Secured Finance Partnership | ||||||||||||
Term Loan, 4.57%, (1 mo. USD LIBOR + 2.50%), Maturing April 15, 2025 |
1,700 | 1,684,595 | ||||||||||
$ | 16,641,414 | |||||||||||
Chemicals and Plastics 6.4% | ||||||||||||
Alpha 3 B.V. | ||||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2024 |
322 | $ | 323,332 | |||||||||
Aruba Investments, Inc. | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing February 2, 2022 |
441 | 441,453 | ||||||||||
Ashland, Inc. | ||||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), Maturing May 17, 2024 |
272 | 272,182 | ||||||||||
Axalta Coating Systems US Holdings, Inc. | ||||||||||||
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), Maturing June 1, 2024 |
1,268 | 1,263,252 | ||||||||||
Chemours Company (The) | ||||||||||||
Term Loan, 2.50%, (3 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing March 21, 2025 |
EUR | 289 | 338,874 | |||||||||
Term Loan, 3.85%, (1 mo. USD LIBOR + 1.75%), Maturing April 3, 2025 |
156 | 154,175 | ||||||||||
Emerald Performance Materials, LLC | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing August 1, 2021 |
239 | 241,311 | ||||||||||
Term Loan - Second Lien, 9.84%, (1 mo. USD LIBOR + 7.75%), Maturing August 1, 2022 |
275 | 275,516 | ||||||||||
Ferro Corporation | ||||||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
160 | 160,217 | ||||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
164 | 163,700 | ||||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing February 14, 2024 |
198 | 197,340 |
9 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Chemicals and Plastics (continued) | ||||||||||
Flint Group GmbH | ||||||||||
Term Loan, 5.36%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
72 | $ | 67,443 | |||||||
Flint Group US, LLC | ||||||||||
Term Loan, 5.36%, (3 mo. USD LIBOR + 3.00%), Maturing September 7, 2021 |
434 | 407,972 | ||||||||
Gemini HDPE, LLC | ||||||||||
Term Loan, 4.86%, (3 mo. USD LIBOR + 2.50%), Maturing August 7, 2024 |
788 | 787,718 | ||||||||
H.B. Fuller Company | ||||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), Maturing October 20, 2024 |
963 | 958,281 | ||||||||
Ineos US Finance, LLC | ||||||||||
Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), Maturing March 31, 2024 |
EUR | 1,443 | 1,668,873 | |||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing March 31, 2024 |
498 | 496,434 | ||||||||
Invictus US, LLC | ||||||||||
Term Loan, 5.10%, (2 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
224 | 224,578 | ||||||||
Kraton Polymers, LLC | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing March 5, 2025 |
487 | 487,324 | ||||||||
MacDermid, Inc. | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing June 7, 2020 |
485 | 484,862 | ||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
1,283 | 1,287,052 | ||||||||
Minerals Technologies, Inc. | ||||||||||
Term Loan, 4.40%, (USD LIBOR + 2.25%), |
424 | 427,458 | ||||||||
Orion Engineered Carbons GmbH | ||||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing July 25, 2024 |
484 | 485,982 | ||||||||
Term Loan, 2.25%, (3 mo. EURIBOR + 2.25%), Maturing July 31, 2024 |
EUR | 367 | 428,330 | |||||||
PQ Corporation | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing February 8, 2025 |
1,452 | 1,450,556 | ||||||||
Prince Minerals, Inc. | ||||||||||
Term Loan, 5.90%, (USD LIBOR + 3.50%), |
175 | 174,890 | ||||||||
Sonneborn Refined Products B.V. | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
30 | 30,128 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Chemicals and Plastics (continued) | ||||||||||||
Sonneborn, LLC | ||||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing December 10, 2020 |
169 | $ | 170,725 | |||||||||
Spectrum Holdings III Corp. | ||||||||||||
Term Loan, 1.00%, Maturing January 31, 2025(2) |
16 | 15,730 | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing January 31, 2025 |
159 | 158,653 | ||||||||||
Tronox Blocked Borrower, LLC | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
489 | 489,485 | ||||||||||
Tronox Finance, LLC | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing September 22, 2024 |
1,128 | 1,129,580 | ||||||||||
Unifrax Corporation | ||||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing April 4, 2024 |
272 | 273,106 | ||||||||||
Univar, Inc. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing July 1, 2024 |
1,200 | 1,199,512 | ||||||||||
Venator Materials Corporation | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing August 8, 2024 |
174 | 175,859 | ||||||||||
$ | 17,311,883 | |||||||||||
Conglomerates 0.0%(7) | ||||||||||||
Penn Engineering & Manufacturing Corp. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing June 27, 2024 |
124 | $ | 123,750 | |||||||||
$ | 123,750 | |||||||||||
Containers and Glass Products 4.3% | ||||||||||||
Berlin Packaging, LLC | ||||||||||||
Term Loan, 5.04%, (USD LIBOR + 3.00%), Maturing November 7, 2025(4) |
125 | $ | 124,498 | |||||||||
Berry Global, Inc. | ||||||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), |
409 | 409,173 | ||||||||||
BWAY Holding Company | ||||||||||||
Term Loan, 5.59%, (3 mo. USD LIBOR + 3.25%), Maturing April 3, 2024 |
1,220 | 1,222,920 | ||||||||||
Consolidated Container Company, LLC | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing May 22, 2024 |
174 | 174,314 | ||||||||||
Crown Americas, LLC | ||||||||||||
Term Loan, 2.38%, (3 mo. EURIBOR + 2.38%), Maturing January 29, 2025 |
EUR | 275 | 320,744 |
10 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Containers and Glass Products (continued) | ||||||||||||
Flex Acquisition Company, Inc. | ||||||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing December 29, 2023 |
1,609 | $ | 1,606,021 | |||||||||
Term Loan, 5.75%, (3 mo. USD LIBOR + 3.25%), Maturing June 22, 2025 |
700 | 701,750 | ||||||||||
Horizon Holdings III SAS | ||||||||||||
Term Loan, 2.75%, (6 mo. EURIBOR + 2.75%), Maturing October 29, 2022 |
EUR | 742 | 850,052 | |||||||||
Libbey Glass, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 3.00%), Maturing April 9, 2021 |
463 | 457,144 | ||||||||||
Pelican Products, Inc. | ||||||||||||
Term Loan, 5.48%, (1 mo. USD LIBOR + 3.50%), Maturing May 1, 2025 |
300 | 300,469 | ||||||||||
Reynolds Group Holdings, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing February 5, 2023 |
2,503 | 2,502,946 | ||||||||||
Ring Container Technologies Group, LLC | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing October 31, 2024 |
348 | 346,944 | ||||||||||
SIG Combibloc PurchaseCo S.a.r.l. | ||||||||||||
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), Maturing March 13, 2022 |
EUR | 943 | 1,097,332 | |||||||||
SIG Combibloc US Acquisition, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing March 13, 2022 |
536 | 537,172 | ||||||||||
Trident TPI Holdings, Inc. | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing October 17, 2024 |
374 | 371,818 | ||||||||||
Verallia Packaging S.A.S. | ||||||||||||
Term Loan, Maturing August 29, 2025(5) |
EUR | 675 | 777,328 | |||||||||
$ | 11,800,625 | |||||||||||
Cosmetics / Toiletries 0.3% | ||||||||||||
KIK Custom Products, Inc. | ||||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing May 15, 2023 |
876 | $ | 873,675 | |||||||||
$ | 873,675 | |||||||||||
Drugs 5.8% | ||||||||||||
Albany Molecular Research, Inc. | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing August 30, 2024 |
323 | $ | 321,907 | |||||||||
Alkermes, Inc. | ||||||||||||
Term Loan, 4.26%, (1 mo. USD LIBOR + 2.25%), Maturing March 23, 2023 |
190 | 189,855 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Drugs (continued) | ||||||||||||
Amneal Pharmaceuticals, LLC | ||||||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), Maturing May 4, 2025 |
1,675 | $ | 1,674,613 | |||||||||
Arbor Pharmaceuticals, Inc. | ||||||||||||
Term Loan, 7.49%, (3 mo. USD LIBOR + 5.00%), Maturing July 5, 2023 |
1,415 | 1,422,930 | ||||||||||
Endo Luxembourg Finance Company I S.a.r.l. | ||||||||||||
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.25%), Maturing April 29, 2024 |
2,252 | 2,241,691 | ||||||||||
Horizon Pharma, Inc. | ||||||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2024 |
1,584 | 1,583,423 | ||||||||||
Jaguar Holding Company II | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2022 |
3,261 | 3,244,962 | ||||||||||
Mallinckrodt International Finance S.A. | ||||||||||||
Term Loan, 5.09%, (3 mo. USD LIBOR + 2.75%), Maturing September 24, 2024 |
1,218 | 1,195,407 | ||||||||||
Term Loan, 5.52%, (6 mo. USD LIBOR + 3.00%), Maturing February 24, 2025 |
399 | 393,431 | ||||||||||
PharMerica Corporation | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.50%), Maturing December 6, 2024 |
374 | 373,985 | ||||||||||
Term Loan - Second Lien, 9.80%, (1 mo. USD LIBOR + 7.75%), Maturing December 7, 2025 |
200 | 199,750 | ||||||||||
Valeant Pharmaceuticals International, Inc. | ||||||||||||
Term Loan, 4.98%, (1 mo. USD LIBOR + 3.00%), Maturing June 1, 2025 |
3,048 | 3,041,486 | ||||||||||
$ | 15,883,440 | |||||||||||
Ecological Services and Equipment 1.2% | ||||||||||||
Advanced Disposal Services, Inc. | ||||||||||||
Term Loan, 4.23%, (1 week USD LIBOR + 2.25%), Maturing November 10, 2023 |
977 | $ | 976,021 | |||||||||
Charah, LLC | ||||||||||||
Term Loan, 8.55%, (USD LIBOR + 6.25%), Maturing October 25, 2024(4) |
246 | 249,917 | ||||||||||
EnergySolutions, LLC | ||||||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing May 9, 2025 |
575 | 577,696 | ||||||||||
GFL Environmental, Inc. | ||||||||||||
Term Loan,
0.00%, |
127 | 126,436 | ||||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing May 30, 2025 |
1,023 | 1,017,814 | ||||||||||
Wrangler Buyer Corp. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
324 | 323,360 | ||||||||||
$ | 3,271,244 |
11 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical 17.2% | ||||||||||
AI Ladder (Luxembourg) Subco S.a r.l | ||||||||||
Term Loan, Maturing May 1, 2025(5) |
175 | $ | 175,000 | |||||||
Almonde, Inc. | ||||||||||
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.50%), Maturing June 13, 2024 |
1,265 | 1,245,032 | ||||||||
Answers Finance, LLC | ||||||||||
Term Loan - Second Lien, 12.90%, (3 mo. USD Prime + 7.90%), Maturing September 15, 2021 |
241 | 236,086 | ||||||||
Applied Systems, Inc. | ||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing September 19, 2024 |
1,067 | 1,069,688 | ||||||||
Aptean, Inc. | ||||||||||
Term Loan, 6.59%, (3 mo. USD LIBOR + 4.25%), Maturing December 20, 2022 |
1,185 | 1,186,296 | ||||||||
Avast Software B.V. | ||||||||||
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), Maturing September 30, 2023 |
678 | 678,963 | ||||||||
Barracuda Networks, Inc. | ||||||||||
Term Loan, 5.31%, (1 mo. USD LIBOR + 3.25%), Maturing February 12, 2025 |
575 | 573,562 | ||||||||
Blackhawk Network Holdings, Inc. | ||||||||||
Term Loan, 5.07%, (1 mo. USD LIBOR + 3.00%), Maturing June 15, 2025 |
375 | 374,590 | ||||||||
Campaign Monitor Finance Pty. Limited | ||||||||||
Term Loan, 7.58%, (3 mo. USD LIBOR + 5.25%), Maturing March 18, 2021 |
328 | 328,818 | ||||||||
CommScope, Inc. | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing December 29, 2022 |
319 | 320,645 | ||||||||
CPI International, Inc. | ||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing July 26, 2024 |
323 | 322,966 | ||||||||
Cypress Semiconductor Corporation | ||||||||||
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.25%), Maturing July 5, 2021 |
484 | 486,328 | ||||||||
DigiCert, Inc. | ||||||||||
Term Loan, 6.84%, (1 mo. USD LIBOR + 4.75%), Maturing October 31, 2024 |
949 | 949,081 | ||||||||
Electro Rent Corporation | ||||||||||
Term Loan, 7.33%, (3 mo. USD LIBOR + 5.00%), Maturing January 31, 2024 |
591 | 595,432 | ||||||||
Energizer Holdings, Inc. | ||||||||||
Term Loan, Maturing June 30, 2025(5) |
250 | 250,729 | ||||||||
Entegris, Inc. | ||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing April 30, 2021 |
59 | 59,453 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical (continued) | ||||||||||
Epicor Software Corporation | ||||||||||
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.25%), Maturing June 1, 2022 |
1,397 | $ | 1,396,050 | |||||||
Exact Merger Sub, LLC | ||||||||||
Term Loan, 6.58%, (3 mo. USD LIBOR + 4.25%), Maturing September 27, 2024 |
298 | 299,239 | ||||||||
EXC Holdings III Corp. | ||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing December 2, 2024 |
224 | 226,394 | ||||||||
Eze Castle Software, Inc. | ||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing April 6, 2020 |
1,327 | 1,332,688 | ||||||||
Flexera Software, LLC | ||||||||||
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.25%), Maturing February 26, 2025 |
125 | 124,869 | ||||||||
Go Daddy Operating Company, LLC | ||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing February 15, 2024 |
2,546 | 2,537,466 | ||||||||
GTCR Valor Companies, Inc. | ||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing June 16, 2023 |
811 | 811,450 | ||||||||
Hyland Software, Inc. | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing July 1, 2022 |
1,224 | 1,230,572 | ||||||||
Infoblox, Inc. | ||||||||||
Term Loan, 6.59%, (1 mo. USD LIBOR + 4.50%), Maturing November 7, 2023 |
896 | 901,349 | ||||||||
Infor (US), Inc. | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing February 1, 2022 |
3,327 | 3,315,823 | ||||||||
Informatica, LLC | ||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing August 5, 2022 |
EUR | 149 | 174,453 | |||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing August 5, 2022 |
1,802 | 1,807,882 | ||||||||
Lattice Semiconductor Corporation | ||||||||||
Term Loan, 6.27%, (1 mo. USD LIBOR + 4.25%), Maturing March 10, 2021 |
232 | 232,484 | ||||||||
MA FinanceCo., LLC | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing November 19, 2021 |
1,416 | 1,408,697 | ||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 |
232 | 230,205 | ||||||||
MACOM Technology Solutions Holdings, Inc. | ||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing May 17, 2024 |
586 | 578,976 |
12 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Electronics / Electrical (continued) | ||||||||||
Microchip Technology Incorporated | ||||||||||
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.00%), Maturing May 29, 2025 |
1,225 | $ | 1,228,062 | |||||||
MTS Systems Corporation | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing July 5, 2023 |
533 | 538,045 | ||||||||
Plantronics, Inc. | ||||||||||
Term Loan, Maturing May 30, 2025(5) |
650 | 649,390 | ||||||||
Prometric Holdings, Inc. | ||||||||||
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.00%), Maturing January 29, 2025 |
150 | 149,531 | ||||||||
Renaissance Holding Corp. | ||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing May 30, 2025 |
575 | 573,210 | ||||||||
Term Loan - Second Lien, 9.33%, (3 mo. USD LIBOR + 7.00%), Maturing May 29, 2026 |
75 | 74,813 | ||||||||
Rocket Software, Inc. | ||||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing October 14, 2023 |
640 | 644,250 | ||||||||
Seattle Spinco, Inc. | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing June 21, 2024 |
1,564 | 1,562,617 | ||||||||
SGS Cayman L.P. | ||||||||||
Term Loan, 7.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
190 | 182,947 | ||||||||
SkillSoft Corporation | ||||||||||
Term Loan, 6.84%, (1 mo. USD LIBOR + 4.75%), Maturing April 28, 2021 |
2,258 | 2,140,441 | ||||||||
SolarWinds Holdings, Inc. | ||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing February 5, 2024 |
920 | 922,548 | ||||||||
Southwire Company | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing May 15, 2025 |
275 | 275,430 | ||||||||
SS&C Technologies Holdings Europe S.a.r.l. | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing April 16, 2025 |
665 | 666,539 | ||||||||
SS&C Technologies, Inc. | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing April 16, 2025 |
1,758 | 1,761,872 | ||||||||
SurveyMonkey, Inc. | ||||||||||
Term Loan, 6.60%, (1 mo. USD LIBOR + 4.50%), Maturing April 13, 2024 |
644 | 642,696 | ||||||||
Sutherland Global Services, Inc. | ||||||||||
Term Loan, 7.71%, (3 mo. USD LIBOR + 5.38%), Maturing April 23, 2021 |
814 | 785,930 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Electronics / Electrical (continued) | ||||||||||||
Switch, Ltd. | ||||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing June 27, 2024 |
124 | $ | 124,008 | |||||||||
Tibco Software, Inc. | ||||||||||||
Term Loan, 5.60%, (1 mo. USD LIBOR + 3.50%), Maturing December 4, 2020 |
247 | 248,648 | ||||||||||
TTM Technologies, Inc. | ||||||||||||
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.50%), Maturing September 28, 2024 |
150 | 150,563 | ||||||||||
Uber Technologies | ||||||||||||
Term Loan, 5.55%, (1 mo. USD LIBOR + 3.50%), Maturing July 13, 2023 |
2,041 | 2,058,389 | ||||||||||
Term Loan, 6.00%, (1 mo. USD LIBOR + 4.00%), Maturing April 4, 2025 |
725 | 729,350 | ||||||||||
Veritas Bermuda Ltd. | ||||||||||||
Term Loan, 6.65%, (USD LIBOR + 4.50%), |
1,047 | 962,455 | ||||||||||
Vero Parent, Inc. | ||||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), Maturing August 16, 2024 |
1,216 | 1,219,156 | ||||||||||
VF Holding Corp. | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2023 |
1,574 | 1,578,405 | ||||||||||
Wall Street Systems Delaware, Inc. | ||||||||||||
Term Loan, 4.00%, (3 mo. EURIBOR + 3.00%, Floor 1.00%), Maturing November 21, 2024 |
EUR | 274 | 320,338 | |||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing November 21, 2024 |
348 | 348,032 | ||||||||||
Western Digital Corporation | ||||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), Maturing April 29, 2023 |
800 | 800,946 | ||||||||||
$ | 46,799,877 | |||||||||||
Equipment Leasing 0.8% | ||||||||||||
Avolon TLB Borrower 1 (US), LLC | ||||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing January 15, 2025 |
1,985 | $ | 1,964,257 | |||||||||
IBC Capital Limited | ||||||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing September 11, 2023 |
274 | 274,998 | ||||||||||
$ | 2,239,255 | |||||||||||
Financial Intermediaries 5.8% | ||||||||||||
Armor Holding II, LLC | ||||||||||||
Term Loan - Second Lien, 8.50%, (3 mo. USD Prime + 3.50%), Maturing June 26, 2020 |
963 | $ | 967,476 | |||||||||
Term Loan - Second Lien, 11.10%, (1 mo. USD LIBOR + 9.00%), Maturing December 26, 2020 |
725 | 728,625 |
13 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Financial Intermediaries (continued) | ||||||||||
Citco Funding, LLC | ||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing March 31, 2022 |
1,920 | $ | 1,922,221 | |||||||
Clipper Acquisitions Corp. | ||||||||||
Term Loan, 3.75%, (1 mo. USD LIBOR + 1.75%), Maturing December 27, 2024 |
572 | 572,597 | ||||||||
Ditech Holding Corporation | ||||||||||
Term Loan, 8.09%, (1 mo. USD LIBOR + 6.00%), Maturing June 30, 2022 |
1,535 | 1,476,770 | ||||||||
Donnelley Financial Solutions, Inc. | ||||||||||
Term Loan, 4.98%, (1 week USD LIBOR + 3.00%), Maturing October 2, 2023 |
134 | 133,905 | ||||||||
EIG Management Company, LLC | ||||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing February 22, 2025 |
125 | 126,354 | ||||||||
FinCo I, LLC | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing December 27, 2022 |
492 | 492,898 | ||||||||
Focus Financial Partners, LLC | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing July 3, 2024 |
671 | 671,524 | ||||||||
Freedom Mortgage Corporation | ||||||||||
Term Loan, 6.84%, (1 mo. USD LIBOR + 4.75%), Maturing February 23, 2022 |
922 | 928,480 | ||||||||
Greenhill & Co., Inc. | ||||||||||
Term Loan, 5.83%, (USD LIBOR + 3.75%), Maturing October 12, 2022(4) |
488 | 491,766 | ||||||||
GreenSky Holdings, LLC | ||||||||||
Term Loan, 5.38%, (1 mo. USD LIBOR + 3.25%), Maturing March 29, 2025 |
648 | 654,048 | ||||||||
Guggenheim Partners, LLC | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing July 21, 2023 |
511 | 512,533 | ||||||||
Harbourvest Partners, LLC | ||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing February 20, 2025 |
556 | 554,195 | ||||||||
LPL Holdings, Inc. | ||||||||||
Term Loan, 4.49%, (USD LIBOR + 2.25%), Maturing September 23, 2024(4) |
644 | 644,517 | ||||||||
NXT Capital, Inc. | ||||||||||
Term Loan, 5.60%, (1 mo. USD LIBOR + 3.50%), Maturing November 22, 2022 |
1,256 | 1,261,080 | ||||||||
Ocwen Financial Corporation | ||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), Maturing December 5, 2020 |
143 | 144,015 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Financial Intermediaries (continued) | ||||||||||||
Quality Care Properties, Inc. | ||||||||||||
Term Loan, 7.34%, (1 mo. USD LIBOR + 5.25%), Maturing October 31, 2022 |
1,256 | $ | 1,268,434 | |||||||||
Sesac Holdco II, LLC | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing February 23, 2024 |
272 | 269,865 | ||||||||||
StepStone Group L.P. | ||||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing March 14, 2025 |
299 | 301,120 | ||||||||||
Victory Capital Holdings, Inc. | ||||||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing February 12, 2025 |
146 | 145,651 | ||||||||||
Virtus Investment Partners, Inc. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing June 1, 2024 |
248 | 247,195 | ||||||||||
Term Loan, 2.50%, Maturing June 3, 2024(2) |
75 | 74,719 | ||||||||||
Walker & Dunlop, Inc. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing December 11, 2020 |
1,048 | 1,055,671 | ||||||||||
$ | 15,645,659 | |||||||||||
Food Products 4.2% | ||||||||||||
Alphabet Holding Company, Inc. | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing September 26, 2024 |
1,141 | $ | 1,073,368 | |||||||||
American Seafoods Group, LLC | ||||||||||||
Term Loan, 4.85%, (1 mo. USD LIBOR + 2.75%), Maturing August 21, 2023 |
170 | 170,851 | ||||||||||
Badger Buyer Corp. | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing September 30, 2024 |
174 | 173,470 | ||||||||||
CHG PPC Parent, LLC | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing March 31, 2025 |
225 | 223,875 | ||||||||||
Del Monte Foods, Inc. | ||||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing February 18, 2021 |
330 | 277,990 | ||||||||||
Term Loan - Second Lien, 9.75%, (6 mo. USD LIBOR + 7.25%), Maturing August 18, 2021 |
268 | 191,717 | ||||||||||
Dole Food Company, Inc. | ||||||||||||
Term Loan, 4.83%, (USD LIBOR + 2.75%), Maturing April 6, 2024(4) |
804 | 801,799 | ||||||||||
Froneri International PLC | ||||||||||||
Term Loan, 2.63%, (3 mo. EURIBOR + 2.63%), Maturing January 22, 2025 |
EUR | 1,200 | 1,389,682 |
14 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Food Products (continued) | ||||||||||||
Hearthside Food Solutions, LLC | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
350 | $ | 347,448 | |||||||||
High Liner Foods Incorporated | ||||||||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), |
380 | 369,124 | ||||||||||
HLF Financing S.a.r.l. | ||||||||||||
Term Loan, 7.59%, (1 mo. USD LIBOR + 5.50%), |
680 | 687,051 | ||||||||||
Jacobs Douwe Egberts International B.V. | ||||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), |
EUR | 117 | 137,128 | |||||||||
Term Loan, 4.63%, (3 mo. USD LIBOR + 2.25%), |
783 | 783,626 | ||||||||||
JBS USA, LLC | ||||||||||||
Term Loan, 4.83%, (3 mo. USD LIBOR + 2.50%), |
3,311 | 3,296,976 | ||||||||||
Nomad Foods Europe Midco Limited | ||||||||||||
Term Loan, 4.31%, (1 mo. USD LIBOR + 2.25%), |
300 | 298,688 | ||||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), |
272 | 271,059 | ||||||||||
Post Holdings, Inc. | ||||||||||||
Term Loan, 4.10%, (1 mo. USD LIBOR + 2.00%), |
792 | 790,308 | ||||||||||
$ | 11,284,160 | |||||||||||
Food Service 2.3% | ||||||||||||
1011778 B.C. Unlimited Liability Company | ||||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), |
2,546 | $ | 2,534,968 | |||||||||
Aramark Services, Inc. | ||||||||||||
Term Loan, 4.08%, (3 mo. USD LIBOR + 1.75%), |
424 | 424,202 | ||||||||||
Dhanani Group, Inc. | ||||||||||||
Term Loan, |
275 | 273,969 | ||||||||||
IRB Holding Corp. | ||||||||||||
Term Loan, 5.27%, (1 mo. USD LIBOR + 3.25%), |
399 | 400,097 | ||||||||||
KFC Holding Co. | ||||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), |
467 | 464,685 | ||||||||||
NPC International, Inc. | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), |
421 | 422,328 | ||||||||||
Seminole Hard Rock Entertainment, Inc. | ||||||||||||
Term Loan, 5.06%, (3 mo. USD LIBOR + 2.75%), |
119 | 119,658 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Food Service (continued) | ||||||||||||
TKC Holdings, Inc. | ||||||||||||
Term Loan, 5.85%, (1 mo. USD LIBOR + 3.75%), |
494 | $ | 494,676 | |||||||||
US Foods, Inc. | ||||||||||||
Term Loan, Maturing June 27, 2023(5) |
400 | 400,125 | ||||||||||
Welbilt, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing March 3, 2023 |
673 | 673,460 | ||||||||||
$ | 6,208,168 | |||||||||||
Food / Drug Retailers 1.7% | ||||||||||||
Albertsons, LLC | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), |
576 | $ | 570,742 | |||||||||
Term Loan, 5.34%, (3 mo. USD LIBOR + 3.00%), |
788 | 782,417 | ||||||||||
Term Loan, Maturing May 2, 2023(5) |
550 | 547,441 | ||||||||||
Term Loan, 5.32%, (3 mo. USD LIBOR + 3.00%), Maturing June 22, 2023 |
1,731 | 1,715,384 | ||||||||||
Diplomat Pharmacy, Inc. | ||||||||||||
Term Loan, 6.60%, (1 mo. USD LIBOR + 4.50%), |
223 | 225,674 | ||||||||||
Holland & Barrett International | ||||||||||||
Term Loan, 5.89%, (3 mo. GBP LIBOR + 5.25%), Maturing August 4, 2024 |
GBP | 200 | 255,372 | |||||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), Maturing August 9, 2024 |
EUR | 200 | 227,307 | |||||||||
Supervalu, Inc. | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
93 | 93,599 | ||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing June 8, 2024 |
156 | 155,998 | ||||||||||
$ | 4,573,934 | |||||||||||
Forest Products 0.2% | ||||||||||||
Expera Specialty Solutions, LLC | ||||||||||||
Term Loan, 6.34%, (1 mo. USD LIBOR + 4.25%), |
490 | $ | 494,531 | |||||||||
$ | 494,531 | |||||||||||
Health Care 15.3% | ||||||||||||
Acadia Healthcare Company, Inc. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing February 11, 2022 |
118 | $ | 118,157 |
15 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) | ||||||||||
ADMI Corp. | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing April 30, 2025 |
823 | $ | 822,423 | |||||||
Akorn, Inc. | ||||||||||
Term Loan, 6.38%, (1 mo. USD LIBOR + 4.25%), Maturing April 16, 2021 |
938 | 922,035 | ||||||||
Alliance Healthcare Services, Inc. | ||||||||||
Term Loan, 6.59%, (1 mo. USD LIBOR + 4.50%), |
495 | 498,713 | ||||||||
Term Loan - Second Lien, 12.09%, (1 mo. USD LIBOR + 10.00%), |
225 | 226,125 | ||||||||
Argon Medical Devices, Inc. | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing January 23, 2025 |
424 | 425,704 | ||||||||
Auris Luxembourg III S.a.r.l. | ||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 17, 2022 |
363 | 364,882 | ||||||||
Avantor, Inc. | ||||||||||
Term Loan, 6.09%, (1 mo. USD LIBOR + 4.00%), Maturing November 21, 2024 |
597 | 601,691 | ||||||||
Beaver-Visitec International, Inc. | ||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), Maturing August 21, 2023 |
368 | 368,898 | ||||||||
BioClinica, Inc. | ||||||||||
Term Loan, 6.63%, (3 mo. USD LIBOR + 4.25%), Maturing October 20, 2023 |
715 | 682,932 | ||||||||
BW NHHC Holdco, Inc. | ||||||||||
Term Loan, 7.07%, (1 mo. USD LIBOR + 5.00%), Maturing May 15, 2025 |
475 | 470,250 | ||||||||
Carestream Dental Equipment, Inc. | ||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing September 1, 2024 |
670 | 668,263 | ||||||||
Certara L.P. | ||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing August 15, 2024 |
496 | 498,731 | ||||||||
CHG Healthcare Services, Inc. | ||||||||||
Term Loan, 5.36%, (3 mo. USD LIBOR + 3.00%), Maturing June 7, 2023 |
1,529 | 1,532,995 | ||||||||
Community Health Systems, Inc. | ||||||||||
Term Loan, 5.31%, (3 mo. USD LIBOR + 3.00%), Maturing December 31, 2019 |
864 | 862,366 | ||||||||
Term Loan, 5.56%, (3 mo. USD LIBOR + 3.25%), Maturing January 27, 2021 |
1,245 | 1,216,677 | ||||||||
Concentra, Inc. | ||||||||||
Term Loan, 4.74%, (1 mo. USD LIBOR + 2.75%), Maturing June 1, 2022 |
388 | 389,013 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) | ||||||||||
Convatec, Inc. | ||||||||||
Term Loan, 4.58%, (3 mo. USD LIBOR + 2.25%), Maturing October 31, 2023 |
271 | $ | 273,414 | |||||||
CPI Holdco, LLC | ||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing March 21, 2024 |
321 | 323,346 | ||||||||
CryoLife, Inc. | ||||||||||
Term Loan, 6.33%, (3 mo. USD LIBOR + 4.00%), Maturing November 14, 2024 |
224 | 225,647 | ||||||||
CTC AcquiCo GmbH | ||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing March 7, 2025 |
EUR | 400 | 462,449 | |||||||
DaVita, Inc. | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing June 24, 2021 |
766 | 768,824 | ||||||||
DJO Finance, LLC | ||||||||||
Term Loan, 5.45%, (USD LIBOR + 3.25%), Maturing June 8, 2020(4) |
1,021 | 1,019,210 | ||||||||
Envision Healthcare Corporation | ||||||||||
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.00%), Maturing December 1, 2023 |
1,954 | 1,955,522 | ||||||||
Equian, LLC | ||||||||||
Term Loan, 5.33%, (1 mo. USD LIBOR + 3.25%), Maturing May 20, 2024 |
297 | 297,002 | ||||||||
Genoa, a QoL Healthcare Company, LLC | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing October 28, 2023 |
983 | 984,827 | ||||||||
Gentiva Health Services, Inc. | ||||||||||
Term Loan, Maturing June 2, 2025(5) |
385 | 385,577 | ||||||||
Term Loan, Maturing June 2, 2025(5) |
615 | 616,923 | ||||||||
GHX Ultimate Parent Corporation | ||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing June 28, 2024 |
447 | 447,308 | ||||||||
Greatbatch Ltd. | ||||||||||
Term Loan, 5.30%, (1 mo. USD LIBOR + 3.25%), Maturing October 27, 2022 |
994 | 997,878 | ||||||||
Grifols Worldwide Operations USA, Inc. | ||||||||||
Term Loan, 4.24%, (1 week USD LIBOR + 2.25%), Maturing January 31, 2025 |
1,629 | 1,631,242 | ||||||||
Hanger, Inc. | ||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing February 26, 2025 |
499 | 498,127 | ||||||||
Indivior Finance S.a.r.l. | ||||||||||
Term Loan, 6.86%, (3 mo. USD LIBOR + 4.50%), Maturing December 18, 2022 |
1,443 | 1,440,947 | ||||||||
Inovalon Holdings, Inc. | ||||||||||
Term Loan, 5.56%, (1 mo. USD LIBOR + 3.50%), Maturing April 2, 2025 |
575 | 560,984 |
16 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Health Care (continued) | ||||||||||
IQVIA, Inc. | ||||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing March 7, 2024 |
313 | $ | 313,489 | |||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing January 17, 2025 |
471 | 470,613 | ||||||||
Kindred Healthcare, Inc. | ||||||||||
Term Loan, 5.88%, (3 mo. USD LIBOR + 3.50%), Maturing April 9, 2021 |
696 | 696,440 | ||||||||
Kinetic Concepts, Inc. | ||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), |
1,287 | 1,291,022 | ||||||||
KUEHG Corp. | ||||||||||
Term Loan, 6.08%, (3 mo. USD LIBOR + 3.75%), Maturing August 13, 2022 |
1,447 | 1,449,867 | ||||||||
Term Loan - Second Lien, 10.58%, (3 mo. USD LIBOR + 8.25%), Maturing August 18, 2025 |
200 | 204,000 | ||||||||
Medical Depot Holdings, Inc. | ||||||||||
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), Maturing January 3, 2023 |
188 | 172,346 | ||||||||
Medical Solutions, LLC | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing June 9, 2024 |
373 | 373,173 | ||||||||
MedPlast Holdings, Inc. | ||||||||||
Term Loan, Maturing June 1, 2025(5) |
225 | 224,578 | ||||||||
MPH Acquisition Holdings, LLC | ||||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), Maturing June 7, 2023 |
1,692 | 1,685,897 | ||||||||
National Mentor Holdings, Inc. | ||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing January 31, 2021 |
508 | 509,574 | ||||||||
Navicure, Inc. | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing November 1, 2024 |
299 | 298,500 | ||||||||
New Millennium Holdco, Inc. | ||||||||||
Term Loan, 8.59%, (1 mo. USD LIBOR + 6.50%), Maturing December 21, 2020 |
294 | 163,637 | ||||||||
One Call Corporation | ||||||||||
Term Loan, 7.32%, (1 mo. USD LIBOR + 5.25%), Maturing November 25, 2022 |
1,226 | 1,179,983 | ||||||||
Ortho-Clinical Diagnostics S.A. | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing June 30, 2025 |
1,636 | 1,631,026 | ||||||||
Parexel International Corporation | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing September 27, 2024 |
1,265 | 1,260,164 | ||||||||
Press Ganey Holdings, Inc. | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing October 21, 2023 |
369 | 368,836 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Health Care (continued) | ||||||||||||
Prospect Medical Holdings, Inc. | ||||||||||||
Term Loan, 7.50%, (1 mo. USD LIBOR + 5.50%), Maturing February 22, 2024 |
574 | $ | 574,996 | |||||||||
R1 RCM, Inc. | ||||||||||||
Term Loan, 7.62%, (3 mo. USD LIBOR + 5.25%), Maturing April 27, 2025 |
275 | 275,000 | ||||||||||
RadNet, Inc. | ||||||||||||
Term Loan, 6.10%, (3 mo. USD LIBOR + 3.75%), Maturing June 30, 2023 |
711 | 720,071 | ||||||||||
Select Medical Corporation | ||||||||||||
Term Loan, 4.80%, (1 mo. USD LIBOR + 2.75%), Maturing March 1, 2021 |
790 | 789,013 | ||||||||||
Sotera Health Holdings, LLC | ||||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), Maturing May 15, 2022 |
415 | 417,036 | ||||||||||
Sound Inpatient Physicians | ||||||||||||
Term Loan, Maturing June 5, 2025(5) |
225 | 225,563 | ||||||||||
Surgery Center Holdings, Inc. | ||||||||||||
Term Loan, 5.35%, (2 mo. USD LIBOR + 3.25%), Maturing September 2, 2024 |
471 | 471,290 | ||||||||||
Syneos Health, Inc. | ||||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing August 1, 2024 |
206 | 205,445 | ||||||||||
Team Health Holdings, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing February 6, 2024 |
988 | 955,818 | ||||||||||
Tecomet, Inc. | ||||||||||||
Term Loan, 5.51%, (1 week USD LIBOR + 3.50%), Maturing May 1, 2024 |
371 | 372,874 | ||||||||||
U.S. Anesthesia Partners, Inc. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing June 23, 2024 |
545 | 544,192 | ||||||||||
Wink Holdco, Inc. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing December 2, 2024 |
224 | 223,385 | ||||||||||
$ | 41,626,910 | |||||||||||
Home Furnishings 0.9% | ||||||||||||
Bright Bidco B.V. | ||||||||||||
Term Loan, 5.76%, (USD LIBOR + 3.50%), Maturing June 30, 2024(4) |
743 | $ | 743,075 | |||||||||
Serta Simmons Bedding, LLC | ||||||||||||
Term Loan, 5.75%, (USD LIBOR + 3.50%), Maturing November 8, 2023(4) |
2,148 | 1,834,365 | ||||||||||
$ | 2,577,440 |
17 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Industrial Equipment 5.9% | ||||||||||
Apex Tool Group, LLC | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), |
1,160 | $ | 1,163,317 | |||||||
CFSP Acquisition Corp. | ||||||||||
Term Loan, 1.00%, |
23 | 22,834 | ||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
102 | 100,976 | ||||||||
Clark Equipment Company | ||||||||||
Term Loan, 4.33%, (3 mo. USD LIBOR + 2.00%), Maturing May 18, 2024 |
902 | 897,062 | ||||||||
Coherent Holding GmbH | ||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.00%, Floor 0.75%), |
EUR | 334 | 392,319 | |||||||
Delachaux S.A. | ||||||||||
Term Loan, 5.83%, (3 mo. USD LIBOR + 3.50%), Maturing October 28, 2021 |
184 | 184,495 | ||||||||
DexKo Global, Inc. | ||||||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024 |
EUR | 15 | 17,356 | |||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024 |
EUR | 37 | 43,391 | |||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024(2) |
EUR | 135 | 156,933 | |||||||
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), Maturing July 24, 2024(2) |
EUR | 337 | 392,333 | |||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing July 24, 2024 |
398 | 399,992 | ||||||||
DXP Enterprises, Inc. | ||||||||||
Term Loan, 6.84%, (1 mo. USD LIBOR + 4.75%), Maturing August 29, 2023 |
248 | 249,521 | ||||||||
Engineered Machinery Holdings, Inc. | ||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), Maturing July 19, 2024 |
149 | 149,250 | ||||||||
EWT Holdings III Corp. | ||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
940 | 941,525 | ||||||||
Filtration Group Corporation | ||||||||||
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), Maturing March 29, 2025 |
EUR | 175 | 203,854 | |||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing March 29, 2025 |
773 | 774,592 | ||||||||
Gardner Denver, Inc. | ||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), Maturing July 30, 2024 |
EUR | 191 | 222,000 | |||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing July 30, 2024 |
572 | 573,266 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Industrial Equipment (continued) | ||||||||||||
Gates Global, LLC | ||||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), |
EUR | 420 | $ | 489,149 | ||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), |
2,134 | 2,135,856 | ||||||||||
Hayward Industries, Inc. | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), |
223 | 224,010 | ||||||||||
Milacron, LLC | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), |
1,289 | 1,286,236 | ||||||||||
Paladin Brands Holding, Inc. | ||||||||||||
Term Loan, 7.83%, (3 mo. USD LIBOR + 5.50%), |
581 | 584,385 | ||||||||||
Pro Mach Group, Inc. | ||||||||||||
Term Loan, 5.02%, (1 mo. USD LIBOR + 3.00%), |
125 | 123,394 | ||||||||||
Reece, Ltd. | ||||||||||||
Term Loan, Maturing May 30, 2025(5) |
400 | 401,250 | ||||||||||
Rexnord, LLC | ||||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), |
933 | 933,771 | ||||||||||
Robertshaw US Holding Corp. | ||||||||||||
Term Loan, 5.63%, (1 mo. USD LIBOR + 3.50%), |
474 | 473,812 | ||||||||||
Tank Holding Corp. | ||||||||||||
Term Loan, 5.75%, (USD LIBOR + 3.50%), |
327 | 328,322 | ||||||||||
Thermon Industries, Inc. | ||||||||||||
Term Loan, 5.73%, (1 mo. USD LIBOR + 3.75%), |
157 | 158,437 | ||||||||||
Titan Acquisition Limited | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
1,421 | 1,403,670 | ||||||||||
Waterjet Holdings, Inc. | ||||||||||||
Term Loan, 5.15%, (USD LIBOR + 3.00%), |
125 | 124,687 | ||||||||||
Wittur GmbH | ||||||||||||
Term Loan, 5.00%, (3 mo. EURIBOR + 4.00%, Floor 1.00%), |
EUR | 450 | 527,612 | |||||||||
$ | 16,079,607 | |||||||||||
Insurance 4.6% | ||||||||||||
Alliant Holdings I, Inc. | ||||||||||||
Term Loan, 5.05%, (1 mo. USD LIBOR + 3.00%), |
1,145 | $ | 1,139,389 |
18 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Insurance (continued) | ||||||||||||
AmWINS Group, Inc. | ||||||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), |
1,359 | $ | 1,355,958 | |||||||||
Asurion, LLC | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), |
2,362 | 2,360,405 | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), |
999 | 998,838 | ||||||||||
Term Loan - Second Lien, 8.09%, (1 mo. USD LIBOR + 6.00%), Maturing August 4, 2025 |
1,200 | 1,212,937 | ||||||||||
Financiere CEP | ||||||||||||
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), |
EUR | 250 | 286,841 | |||||||||
Hub International Limited | ||||||||||||
Term Loan, 5.36%, (2 mo. USD LIBOR + 3.00%), |
2,350 | 2,337,674 | ||||||||||
NFP Corp. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
941 | 936,006 | ||||||||||
Sedgwick Claims Management Services, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), |
524 | 521,607 | ||||||||||
USI, Inc. | ||||||||||||
Term Loan, 5.33%, (3 mo. USD LIBOR + 3.00%), |
1,340 | 1,333,678 | ||||||||||
$ | 12,483,333 | |||||||||||
Leisure Goods / Activities / Movies 5.5% | ||||||||||||
AMC Entertainment Holdings, Inc. | ||||||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), |
1,024 | $ | 1,023,659 | |||||||||
Term Loan, 4.32%, (1 mo. USD LIBOR + 2.25%), |
247 | 246,528 | ||||||||||
Ancestry.com Operations, Inc. | ||||||||||||
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.25%), |
1,397 | 1,396,058 | ||||||||||
Bombardier Recreational Products, Inc. | ||||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), |
2,093 | 2,080,056 | ||||||||||
CDS U.S. Intermediate Holdings, Inc. | ||||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), |
541 | 537,122 | ||||||||||
ClubCorp Holdings, Inc. | ||||||||||||
Term Loan, 5.08%, (3 mo. USD LIBOR + 2.75%), |
857 | 851,504 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Leisure Goods / Activities / Movies (continued) | ||||||||||||
Crown Finance US, Inc. | ||||||||||||
Term Loan, 2.63%, (1 mo. EURIBOR + 2.63%), |
EUR | 399 | $ | 462,108 | ||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), |
973 | 967,639 | ||||||||||
Delta 2 (LUX) S.a.r.l. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), |
747 | 738,471 | ||||||||||
Emerald Expositions Holding, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), |
525 | 524,375 | ||||||||||
Etraveli Holding AB | ||||||||||||
Term Loan, 4.75%, (3 mo. EURIBOR + 4.75%), |
EUR | 375 | 438,473 | |||||||||
Lindblad Expeditions, Inc. | ||||||||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), |
100 | 101,458 | ||||||||||
Term Loan, 5.95%, (6 mo. USD LIBOR + 3.50%), |
779 | 786,301 | ||||||||||
Live Nation Entertainment, Inc. | ||||||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 1.75%), |
1,226 | 1,224,011 | ||||||||||
Match Group, Inc. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), |
241 | 242,129 | ||||||||||
Sabre GLBL, Inc. | ||||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), |
473 | 472,740 | ||||||||||
SeaWorld Parks & Entertainment, Inc. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
819 | 814,475 | ||||||||||
SRAM, LLC | ||||||||||||
Term Loan, 4.92%, (USD LIBOR + 2.75%), |
825 | 823,211 | ||||||||||
Steinway Musical Instruments, Inc. | ||||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), |
424 | 426,587 | ||||||||||
UFC Holdings, LLC | ||||||||||||
Term Loan, 5.35%, (1 mo. USD LIBOR + 3.25%), |
690 | 691,152 | ||||||||||
$ | 14,848,057 | |||||||||||
Lodging and Casinos 6.0% | ||||||||||||
Aristocrat Technologies, Inc. | ||||||||||||
Term Loan, 4.11%, (3 mo. USD LIBOR + 1.75%), |
572 | $ | 569,374 |
19 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Lodging and Casinos (continued) | ||||||||||
Boyd Gaming Corporation | ||||||||||
Term Loan, 4.49%, (1 week USD LIBOR + 2.50%), |
458 | $ | 460,208 | |||||||
CityCenter Holdings, LLC | ||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing April 18, 2024 |
1,190 | 1,185,532 | ||||||||
Cyan Blue Holdco 3 Limited | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing August 23, 2024 |
124 | 123,939 | ||||||||
Eldorado Resorts, LLC | ||||||||||
Term Loan, 4.38%, (USD LIBOR + 2.25%), Maturing April 17, 2024(4) |
396 | 397,010 | ||||||||
ESH Hospitality, Inc. | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing August 30, 2023 |
585 | 583,723 | ||||||||
Four Seasons Hotels Limited | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), |
443 | 442,696 | ||||||||
Golden Nugget, Inc. | ||||||||||
Term Loan, 4.82%, (1 mo. USD LIBOR + 2.75%), Maturing October 4, 2023 |
2,085 | 2,089,649 | ||||||||
GVC Holdings PLC | ||||||||||
Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), Maturing March 29, 2024 |
EUR | 600 | 698,303 | |||||||
Term Loan, 4.17%, (3 mo. GBP LIBOR + 3.50%), Maturing March 29, 2024 |
GBP | 300 | 394,935 | |||||||
Term Loan, 4.60%, (1 mo. USD LIBOR + 2.50%), Maturing March 29, 2024 |
524 | 524,124 | ||||||||
Hanjin International Corp. | ||||||||||
Term Loan, 4.86%, (3 mo. USD LIBOR + 2.50%), |
250 | 250,312 | ||||||||
Hilton Worldwide Finance, LLC | ||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), |
1,799 | 1,800,101 | ||||||||
Las Vegas Sands, LLC | ||||||||||
Term Loan, 3.84%, (1 mo. USD LIBOR + 1.75%), Maturing March 27, 2025 |
499 | 495,975 | ||||||||
MGM Growth Properties Operating Partnership L.P. | ||||||||||
Term Loan, 4.09%, (1 mo. USD LIBOR + 2.00%), Maturing April 25, 2023 |
904 | 904,376 | ||||||||
Playa Resorts Holding B.V. | ||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing April 29, 2024 |
1,141 | 1,128,447 | ||||||||
Stars Group Holdings B.V. (The) | ||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing April 6, 2025 |
2,107 | 2,111,122 | ||||||||
Term Loan, Maturing July 28, 2025(5) |
EUR | 450 | 522,882 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Lodging and Casinos (continued) | ||||||||||||
Tropicana Entertainment, Inc. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), |
51 | $ | 51,526 | |||||||||
VICI Properties 1, LLC | ||||||||||||
Term Loan, 4.08%, (1 mo. USD LIBOR + 2.00%), |
1,026 | 1,021,219 | ||||||||||
Wyndham Hotels & Resorts, Inc. | ||||||||||||
Term Loan, 3.73%, (1 mo. USD LIBOR + 1.75%), |
625 | 625,456 | ||||||||||
$ | 16,380,909 | |||||||||||
Nonferrous Metals / Minerals 1.2% | ||||||||||||
Dynacast International, LLC | ||||||||||||
Term Loan, 5.58%, (3 mo. USD LIBOR + 3.25%), |
586 | $ | 588,372 | |||||||||
Global Brass & Copper, Inc. | ||||||||||||
Term Loan, 4.63%, (1 mo. USD LIBOR + 2.50%), |
393 | 393,983 | ||||||||||
Murray Energy Corporation | ||||||||||||
Term Loan, 9.34%, (1 mo. USD LIBOR + 7.25%), |
931 | 882,295 | ||||||||||
New Day Aluminum, LLC | ||||||||||||
Term Loan, 10.00%, (4.00% Cash, 6.00% PIK), |
32 | 19,006 | ||||||||||
Noranda Aluminum Acquisition Corporation | ||||||||||||
Term Loan, 0.00%, |
449 | 34,653 | ||||||||||
Oxbow Carbon, LLC | ||||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), |
293 | 295,791 | ||||||||||
Term Loan - Second Lien, 9.59%, (1 mo. USD LIBOR + 7.50%), Maturing January 4, 2024 |
350 | 355,250 | ||||||||||
Rain Carbon GmbH | ||||||||||||
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), |
EUR | 450 | 525,291 | |||||||||
United Central Industrial Supply Company, LLC | ||||||||||||
Term Loan - Second Lien, 15.00%, (0.00% Cash, 15.00% PIK), Maturing April 9, 2019(3)(8) |
346 | 219,414 | ||||||||||
$ | 3,314,055 | |||||||||||
Oil and Gas 2.6% | ||||||||||||
Ameriforge Group, Inc. | ||||||||||||
Term Loan, 11.30%, (3 mo. USD LIBOR + 9.00% (10.30% Cash, 1.00% PIK)), Maturing June 8, 2022 |
337 | $ | 339,752 | |||||||||
Apergy Corporation | ||||||||||||
Term Loan, 4.56%, (1 mo. USD LIBOR + 2.50%), |
175 | 174,781 |
20 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||
Oil and Gas (continued) | ||||||||||
BCP Raptor, LLC | ||||||||||
Term Loan, 6.42%, (2 mo. USD LIBOR + 4.25%), Maturing June 24, 2024 |
347 | $ | 340,328 | |||||||
CITGO Petroleum Corporation | ||||||||||
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.50%), Maturing July 29, 2021 |
458 | 460,524 | ||||||||
Delek US Holdings, Inc. | ||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing March 13, 2025 |
175 | 174,126 | ||||||||
Fieldwood Energy, LLC | ||||||||||
Term Loan, 7.34%, (1 mo. USD LIBOR + 5.25%), Maturing April 11, 2022 |
1,188 | 1,192,461 | ||||||||
Term Loan - Second Lien, 9.34%, (1 mo. USD LIBOR + 7.25%), |
113 | 111,088 | ||||||||
Green Plains Renewable Energy, Inc. | ||||||||||
Term Loan, 7.60%, (1 mo. USD LIBOR + 5.50%), Maturing August 18, 2023 |
496 | 503,694 | ||||||||
McDermott Technology Americas, Inc. | ||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), Maturing May 10, 2025 |
599 | 602,390 | ||||||||
Medallion Midland Acquisition, LLC | ||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing October 30, 2024 |
299 | 295,142 | ||||||||
MEG Energy Corp. | ||||||||||
Term Loan, 5.60%, (1 mo. USD LIBOR + 3.50%), Maturing December 31, 2023 |
608 | 609,035 | ||||||||
PSC Industrial Holdings Corp. | ||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing October 3, 2024 |
348 | 348,250 | ||||||||
Term Loan - Second Lien, 10.59%, (1 mo. USD LIBOR + 8.50%), |
200 | 199,000 | ||||||||
Sheridan Investment Partners II L.P. | ||||||||||
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
17 | 15,018 | ||||||||
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
45 | 40,267 | ||||||||
Term Loan, 5.81%, (3 mo. USD LIBOR + 3.50%), Maturing December 16, 2020 |
321 | 289,470 | ||||||||
Sheridan Production Partners I, LLC | ||||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
57 | 50,711 | ||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
94 | 83,022 | ||||||||
Term Loan, 5.82%, (3 mo. USD LIBOR + 3.50%), Maturing October 1, 2019 |
707 | 626,542 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Oil and Gas (continued) | ||||||||||||
Ultra Resources, Inc. | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing April 12, 2024 |
700 | $ | 647,150 | |||||||||
$ | 7,102,751 | |||||||||||
Publishing 1.7% | ||||||||||||
Ascend Learning, LLC | ||||||||||||
Term Loan, 5.09%, (1 mo. USD LIBOR + 3.00%), Maturing July 12, 2024 |
546 | $ | 546,080 | |||||||||
Getty Images, Inc. | ||||||||||||
Term Loan, 5.59%, (1 mo. USD LIBOR + 3.50%), Maturing October 18, 2019 |
1,701 | 1,647,795 | ||||||||||
Harland Clarke Holdings Corp. | ||||||||||||
Term Loan, 7.08%, (3 mo. USD LIBOR + 4.75%), Maturing November 3, 2023 |
405 | 396,434 | ||||||||||
Lamar Media Corporation | ||||||||||||
Term Loan, 3.88%, (1 mo. USD LIBOR + 1.75%), Maturing March 14, 2025 |
249 | 249,375 | ||||||||||
LSC Communications, Inc. | ||||||||||||
Term Loan, 7.59%, (1 mo. USD LIBOR + 5.50%), Maturing September 30, 2022 |
498 | 499,579 | ||||||||||
Merrill Communications, LLC | ||||||||||||
Term Loan, 7.61%, (3 mo. USD LIBOR + 5.25%), Maturing June 1, 2022 |
262 | 264,466 | ||||||||||
Multi Color Corporation | ||||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing October 31, 2024 |
149 | 149,437 | ||||||||||
ProQuest, LLC | ||||||||||||
Term Loan, 5.84%, (1 mo. USD LIBOR + 3.75%), Maturing October 24, 2021 |
798 | 804,029 | ||||||||||
Tweddle Group, Inc. | ||||||||||||
Term Loan, 8.36%, (3 mo. USD LIBOR + 6.00%), Maturing October 24, 2022(3) |
366 | 176,619 | ||||||||||
$ | 4,733,814 | |||||||||||
Radio and Television 4.4% | ||||||||||||
ALM Media Holdings, Inc. | ||||||||||||
Term Loan, 6.83%, (3 mo. USD LIBOR + 4.50%), Maturing July 31, 2020 |
201 | $ | 179,073 | |||||||||
CBS Radio, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing November 17, 2024 |
755 | 751,549 | ||||||||||
Cumulus Media New Holdings, Inc. | ||||||||||||
Term Loan, 6.60%, (1 mo. USD LIBOR + 4.50%), Maturing May 15, 2022 |
1,468 | 1,462,074 |
21 | See Notes to Financial Statements. |
Eaton Vance
Senior Income Trust
June 30, 2018
Portfolio of Investments continued
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Radio and Television (continued) | ||||||||||||
Entravision Communications Corporation | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing November 29, 2024 |
521 | $ | 515,526 | |||||||||
Gray Television, Inc. | ||||||||||||
Term Loan, 4.25%, (1 mo. USD LIBOR + 2.25%), Maturing February 7, 2024 |
123 | 122,894 | ||||||||||
Hubbard Radio, LLC | ||||||||||||
Term Loan, 5.10%, (1 mo. USD LIBOR + 3.00%), Maturing March 28, 2025 |
311 | 312,011 | ||||||||||
iHeartCommunications, Inc. | ||||||||||||
Term Loan, 0.00%, |
1,066 | 817,036 | ||||||||||
Term Loan, 0.00%, |
182 | 139,212 | ||||||||||
Mission Broadcasting, Inc. | ||||||||||||
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.50%), Maturing January 17, 2024 |
161 | 160,836 | ||||||||||
Nexstar Broadcasting, Inc. | ||||||||||||
Term Loan, 4.48%, (1 mo. USD LIBOR + 2.50%), |
1,238 | 1,238,442 | ||||||||||
Raycom TV Broadcasting, LLC | ||||||||||||
Term Loan, 4.34%, (1 mo. USD LIBOR + 2.25%), Maturing August 23, 2024 |
521 | 521,551 | ||||||||||
Sinclair Television Group, Inc. | ||||||||||||
Term Loan, 4.35%, (1 mo. USD LIBOR + 2.25%), Maturing January 3, 2024 |
261 | 260,702 | ||||||||||
Term Loan, |
1,425 | 1,424,637 | ||||||||||
Univision Communications, Inc. | ||||||||||||
Term Loan, 4.84%, (1 mo. USD LIBOR + 2.75%), Maturing March 15, 2024 |
4,105 | 3,974,373 | ||||||||||
$ | 11,879,916 | |||||||||||
Retailers (Except Food and Drug) 5.2% | ||||||||||||
Ascena Retail Group, Inc. | ||||||||||||
Term Loan, 6.63%, (1 mo. USD LIBOR + 4.50%), Maturing August 21, 2022 |
847 | $ | 758,687 | |||||||||
Bass Pro Group, LLC | ||||||||||||
Term Loan, 7.09%, (1 mo. USD LIBOR + 5.00%), |
620 | 622,832 | ||||||||||
BJs Wholesale Club, Inc. | ||||||||||||
Term Loan, 5.53%, (1 mo. USD LIBOR + 3.50%), Maturing February 3, 2024 |
470 | 470,771 | ||||||||||
CDW, LLC | ||||||||||||
Term Loan, 3.85%, (1 mo. USD LIBOR + 1.75%), Maturing August 17, 2023 |
2,108 | 2,108,748 | ||||||||||
Coinamatic Canada, Inc. | ||||||||||||
Term Loan, 5.34%, (1 mo. USD LIBOR + 3.25%), Maturing May 14, 2022 |
22 | 21,738 |
Borrower/Tranche Description | Principal Amount* (000s omitted) |
Value | ||||||||||
Retailers (Except Food and Drug) (continued) | ||||||||||||
Davids Bridal, Inc. | ||||||||||||
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.00%), Maturing October 11, 2019 |
985 | $ | 874,556 | |||||||||
Evergreen Acqco 1 L.P. | ||||||||||||
Term Loan, 6.11%, (3 mo. USD LIBOR + 3.75%), Maturing July 9, 2019 |
1,063 | 1,039,548 | ||||||||||
Global Appliance, Inc. | ||||||||||||
Term Loan, 6.10%, (1 mo. USD LIBOR + 4.00%), Maturing September 29, 2024 |
471 | 476,152 | ||||||||||
Go Wireless, Inc. | ||||||||||||
Term Loan, 8.59%, (1 mo. USD LIBOR + 6.50%), Maturing December 22, 2024 |
341 | 339,686 | ||||||||||
Harbor Freight Tools USA, Inc. | ||||||||||||
Term Loan, 4.59%, (1 mo. USD LIBOR + 2.50%), Maturing August 18, 2023 |
199 | 198,360 | ||||||||||
J. Crew Group, Inc. | ||||||||||||
Term Loan, 5.22%, (USD LIBOR + 3.00%), Maturing March 5, 2021(3)(4) |
1,413 | 1,057,992 | ||||||||||
LSF9 Atlantis Holdings, LLC | ||||||||||||
Term Loan, 8.00%, (1 mo. USD LIBOR + 6.00%), Maturing May 1, 2023 |